+810.2%
MS vs IT
+103.9%
+706.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.9% |
| 7D | +1.4% | -6.0% | +7.4% | +3.5% |
| 30D | -0.3% | 0.0% | -0.3% | -0.7% |
| 3M | +0.3% | +13.1% | -12.8% | -6.7% |
| 6M | +31.3% | +11.7% | +19.6% | +20.9% |
| YTD | +24.7% | -26.1% | +50.8% | +34.4% |
| 1Y | +47.9% | -21.3% | +69.2% | +52.7% |
| 3Y | +178.3% | -46.7% | +225.1% | +230.3% |
| 5Y | +144.9% | -40.5% | +185.4% | +166.9% |
| All | +810.2% | +103.9% | +706.4% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling